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| author | Guillaume Horel <guillaume.horel@gmail.com> | 2017-11-16 14:55:44 -0500 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@gmail.com> | 2017-11-16 15:08:33 -0500 |
| commit | d6268113ac807e7f137b54aed71f07486645c3fb (patch) | |
| tree | 0fb14f642092fafe82d3ab5e585dcd72dec942cd | |
| parent | a708e5b1c8e43f2cc1298d6ed5bcd0a21a6f74c9 (diff) | |
| download | pyisda-d6268113ac807e7f137b54aed71f07486645c3fb.tar.gz | |
return numpy array
| -rw-r--r-- | pyisda/credit_index.pxd | 2 | ||||
| -rw-r--r-- | pyisda/credit_index.pyx | 7 |
2 files changed, 8 insertions, 1 deletions
diff --git a/pyisda/credit_index.pxd b/pyisda/credit_index.pxd index f3e61b8..005d166 100644 --- a/pyisda/credit_index.pxd +++ b/pyisda/credit_index.pxd @@ -7,7 +7,7 @@ from libcpp.string cimport string cdef class CurveList: cdef TDate base_date - cdef public vector[double] weights + cdef vector[double] weights cdef vector[double] T cdef vector[shared_ptr[TCurve]] curves cdef unordered_map[string, size_t] tickers diff --git a/pyisda/credit_index.pyx b/pyisda/credit_index.pyx index 663d6ed..bc3ee8f 100644 --- a/pyisda/credit_index.pyx +++ b/pyisda/credit_index.pyx @@ -84,6 +84,13 @@ cdef class CurveList: yield (sc.ticker.decode(), self.weights[p.second], sc) @property + def weights(self): + cdef np.npy_intp shape = self.weights.size() + cdef np.ndarray[np.float64_t] out = \ + np.PyArray_SimpleNewFromData(1, &shape, np.NPY_DOUBLE, self.weights.data()) + return out + + @property def curves(self): """returns the list of curves inside the porfolio. |